Injectivity of real rational mappings: the case of a mixture of two Gaussian laws

Using methods from computer algebra, especially Gröbner bases, we study the application which maps the mixtures of two Gaussian laws of probability to their six first moments. It is proved that the mapping is injective, and thus that the parameters of the mixture may be recovered from the values of the moments.

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Year of publication:	2004
Authors:	Lazard, Daniel
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 67.2004, 1, p. 67-84
Publisher:	Elsevier
Subject:	Rational mapping \| Gröbner basis \| Parametric polynomial system \| Mixture of Gaussian laws

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011051015